Backtest Result of Natural Gas (NG)


Entry Date: 2024-10-07
Exit Date: 2024-10-25
Long Contract: 7
Short Contract: 3



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-10-07 -3.35 2005-10-25 -3.27

0.08

2006 2006-10-09 -0.535 2006-10-25 -0.463

0.072

2007 2007-10-08 -0.19 2007-10-25 -0.074

0.116

2008 2008-10-07 0.233 2008-10-24 0.243

0.01

2009 2009-10-07 0.143 2009-10-23 0.153

0.01

2010 2010-10-07 0.157 2010-10-25 0.141

-0.016

2011 2011-10-07 0.105 2011-10-25 0.106

0.001

2012 2012-10-08 0.078 2012-10-25 0.07

-0.008

2013 2013-10-07 0.033 2013-10-25 0.047

0.014

2014 2014-10-07 -0.234 2014-10-24 -0.128

0.106

2015 2015-10-07 -0.031 2015-10-23 0.034

0.065

2016 2016-10-07 -0.265 2016-10-25 -0.121

0.144

2017 2017-10-09 -0.172 2017-10-25 -0.162

0.01

2018 2018-10-08 -0.279 2018-10-25 -0.269

0.01

2019 2019-10-07 -0.124 2019-10-25 -0.106

0.018

2020 2020-10-07 -0.315 2020-10-23 -0.209

0.106